Time series forecasting using a weighted cross-validation evolutionary artificial neural network ensemble.
Juan Peralta DonatePaulo CortezGermán Gutiérrez SánchezAraceli Sanchis de MiguelPublished in: Neurocomputing (2013)
Keyphrases
- cross validation
- neural network ensemble
- model selection
- back propagation
- competitive learning
- generalization error
- artificial neural networks
- hyperparameters
- variable selection
- support vector
- ensemble members
- neural network
- training set
- cross validated
- receiver operating characteristic
- information criterion
- genetic algorithm
- mixture model
- ls svm
- genetic algorithm ga
- data sets
- unseen data
- error estimates